+71.6%
CB vs JAAA
+18.5%
+53.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +6.5% | +0.4% | +6.1% | +5.8% |
| 3M | +4.1% | +1.1% | +2.9% | +2.1% |
| 6M | +14.4% | +2.3% | +12.1% | +10.3% |
| YTD | +17.5% | +3.9% | +13.6% | +10.3% |
| 1Y | +27.5% | +4.8% | +22.7% | +17.8% |
| 3Y | +71.6% | +18.4% | +53.2% | +40.8% |
| All | +71.6% | +18.5% | +53.1% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling